Parts for these cars are pretty expensive. Longtubes are $2500, exhaust is around $1300, tune is around $500 and all that won't gain you too much... Not to mention how much of a pain in the ass it is to install these things. The v8 is crammed in there pretty tight meaning no room to work.      
Also, several common failures. 
-Water cooled alternator $525 
-A/C compressor $900 
-Starter $200 
-Flywheel $900 
-Power steering $depends 
-Valve cover gaskets 
-Window regulator 
-etc...   
I have had mine for quite a while and I have been affected by the valve cover gaskets, window regulator, a/c compressor and the power steering      
Despite all of this, this is probably my favorite daily   
Good place to  read below   
http://www.audizine.com/forum/forumdisplay.php/46-B6-B7-S4-RS4